I'm fairly new to Copics and have a very small collection, but here is what I learned so far--the hard way:
1) The best way to buy colors is in sets of two or, preferably, three (ie: 3 blues, 3 reds, 3 yellows, etc.)
2) In most cases, skipping one or even two numbers is okay (ie: 13, 15, 17; 22, 24, 26)
3) Buying by number works most of the time, but not always.
4) Buying according to the cap color doesn't work at all.
5) Light colors--such as those ending in 000 or 0000--are sometimes necessary to get good shading, but don't always match their colors.
6) Personally, I like the cool grays much better than the warm grays, though I suppose those who are true artists will say you need both.

Thanks so much for your input, Melissa! The only thing better than learning from our own mistakes is learning from someone else's. lol I'm so glad you told me about not trying to match to cap colors because I was doing just that in looking at the fall set I linked to. It's not as easy as buying a box of Crayolas, is it? lol